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General optimized lower and upper bounds for discrete and continuous arithmetic Asian options
Fusai, Gianluca; Kyriakou, Ioannis - In: Mathematics of operations research 41 (2016) 2, pp. 531-559
Persistent link: https://www.econbiz.de/10011520483
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Two-armed restless bandits with imperfect information : stochastic control and indexability
Fryer, Roland G. <Jr.>; Harms, Philipp - In: Mathematics of operations research 43 (2018) 2, pp. 399-427
Persistent link: https://www.econbiz.de/10011868611
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On singular control for Lévy processes
Noba, Kei; Yamazaki, Kazutoshi - In: Mathematics of operations research 48 (2023) 3, pp. 1213-1234
Persistent link: https://www.econbiz.de/10014329210